+256.3%
HL vs MOD
+135.8%
+120.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -4.9% | -5.3% |
| 7D | -7.6% | +16.1% | -23.7% | -10.6% |
| 30D | -17.5% | -38.5% | +21.0% | -8.8% |
| 3M | -26.2% | -46.8% | +20.6% | -16.0% |
| 6M | -35.1% | -61.6% | +26.5% | -20.9% |
| YTD | -30.4% | -20.5% | -9.9% | -27.5% |
| 1Y | -14.0% | -28.0% | +14.1% | -8.9% |
| All | +256.3% | +135.8% | +120.5% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MOD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling